Heat insulation bags are divided into two classes, i.e., rigid and flexible ones. A flexible heat insulation bag usually includes a bag body and a bag cover. The bag body includes an inner bag, an outer bag and a heat insulation layer. The inner bag is provided with an upper opening and a cavity having a certain volume. The outer bag is provided with an upper opening and a cavity bigger than the inner bag. The heat insulation layer is provided between the inner bag and the outer bag for heat insulation function between the inner bag and the outer bag. The heat insulation layer has a front sidewall, a rear sidewall, a left sidewall, a right sidewall and a lower sidewall connected integrally. The bag cover includes an upper cover, a lower cover and a heat insulation material layer. The outer sidewalls of the upper cover and the lower cover are fixedly connected. The heat insulation material layer of the bag cover is provided between the upper cover and the lower cover. The bag body and the bag cover are usually connected detachably by means of a zipper or a snap-fit device. Such flexible bags are divided into two classes, i.e., waterproof and non-waterproof ones. The constituent parts of a non-waterproof heat insulation bag are usually connected by means of sewing. The appearance of the entire heat insulation bag is relatively regular, and the production is convenient. Of course, the defect is that such a bag is non-waterproof. For a waterproof heat insulation bag, the constituent materials need to be welded with high frequency. Referring to FIG. 1, since a heat insulation layer 3′ has a certain thickness, an outer bag 1′ and an inner bag 2′ of the bag body cannot be welded to the heat insulation layer with close adhesion but there is a certain distance L from the upper surface of the heat insulation layer. As such, when a bag cover 5′ is placed on the bag body, since a zipper 4′ and the portion of distance L cannot bear loads, the appearance of the entire heat insulation bag is irregular. And at the same time, since the portion of distance L has no heat insulation function, the heat exchange greatly increases at the zipper 4′ and the portion of the distance L, thus the heat insulation effect is greatly restricted. Therefore, it is necessary to further optimize the heat insulation effect of the existing heat insulation bag. In addition, a heat insulation bag and a corresponding production method are disclosed in U.S. Pat. No. 9,139,352B2 published on Sep. 22, 2015. The production process of this heat insulation bag includes: cutting a sheet material and preparing an accessory, welding a bag cover (that is, welding the bag cover sheet material with a waterproof zipper together), welding an inner bag (welding various constituent sheet materials of the inner bag together), welding the bag cover and the inner bag together, welding an outer bag, preparing (installing) a heat insulation layer, placing the heat insulation layer into the outer bag, sleeving the inner bag into the inner side of the heat insulation layer, sewing the bag cover and the outer bag together, and finally obtaining a waterproof heat insulation bag. However, the bag cover of this waterproof heat insulation bag has no heat insulation layer, and thus the heat will easily exchange with the outside through the bag cover portion, producing poor heat insulation effect. Therefore, for a waterproof heat insulation bag in which both the bag body and the bag cover have heat insulation layers, how to reduce the heat exchange between detachable connection portions of the bag body and the bag cover is a urgent technical problem to be solved.